Stochastic approximation with non-additive measurement noise
文献类型：期刊论文
| 作者 | Chen, HF |
| 刊名 | JOURNAL OF APPLIED PROBABILITY
 |
| 出版日期 | 1998-06-01 |
| 卷号 | 35期号:2页码:407-417 |
| 关键词 | stochastic approximation non-additive noise randomly varying truncation |
| ISSN号 | 0021-9002 |
| 英文摘要 | The Robbins-Monro algorithm with randomly varying truncations for measurements with non-additive noise is considered. Assuming that the function under observation is locally Lipschitz-continuous in its first argument and that the noise is a phi-mixing process, strong consistency of the estimate is shown. Neither growth rate restriction on the function, nor the decreasing rate of the mixing coefficients are required. |
| 语种 | 英语 |
| WOS记录号 | WOS:000075623000012 |
| 出版者 | APPLIED PROBABILITY TRUST |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/13670]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Chen, HF |
| 作者单位 | Chinese Acad Sci, Inst Syst Sci, Lab Syst & Control, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, HF. Stochastic approximation with non-additive measurement noise[J]. JOURNAL OF APPLIED PROBABILITY,1998,35(2):407-417. |
| APA | Chen, HF.(1998).Stochastic approximation with non-additive measurement noise.JOURNAL OF APPLIED PROBABILITY,35(2),407-417. |
| MLA | Chen, HF."Stochastic approximation with non-additive measurement noise".JOURNAL OF APPLIED PROBABILITY 35.2(1998):407-417. |
入库方式： OAI收割
来源：数学与系统科学研究院
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